Multifractal Volatility Modeling of Stock Market Considering Jumps and Leverage Effects

作者：Tonghui Zhang, Ying Yuan, Zhuang Xin-tian · 发表于：Journal of Northeastern University · 年份：2020 · DOI：10.12068/j.issn.1005-3026.2020.04.024 · 研究领域：Complex Systems and Time Series Analysis